International momentum strategies: A stochastic dominance approach

Journal of Financial Markets

Volumn 8, Issue 1, 2005, Pages 89-109

  Fong, Wai Mun ^a   Wong, Wing Keung ^a   Lean, Hooi Hooi ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Momentum; Stochastic dominance; Utility analysis

Indexed keywords

EID: 12344253017     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.finmar.2004.08.001     Document Type: Article

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